RandomWalk
Climatology: Temp + Light
model{
#### Data Model
for(t in 1:n){
y[t] ~ dnorm(x[t],tau_obs)
}
#### Process Model
for(t in 2:n){
x[t] <- rho * x[t-1] + b1 * light[t] + b2*temperature[t] + alpha[t-1]
}
#### Priors
x[1] ~ dnorm(0,0.1) # initial condition
tau_obs ~ dgamma(1,1) # observation error
for (i in 1:(n-1)) {alpha[i] ~ dnorm(0,tau_add)}
tau_add ~ dgamma(1,1) # process error
rho ~ dunif(-1,1) # autocorrelation
b1 ~ dnorm(0,0.1) # coefficient for light
b2 ~ dnorm(0,0.1) # coefficient for temperature
}
" X N MAE MSE RMSE Coverage_90
1 1 816 3.500486 23.596069 4.857579 1.0000000
2 1 816 1.514190 4.789437 2.188478 0.9642857
3 1 816 1.772113 6.601425 2.569324 0.9623016
Validation Day vs Night